Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-12 30.094242 32.264971 34.619693 37.383283 40.563756 44.141866 48.519444
2025-10-19 27.169229 30.126611 33.542010 37.848872 43.244120 49.942429 59.176878
2025-10-26 25.763915 29.219023 33.384244 38.915981 46.310947 56.268179 71.559589
2025-11-02 24.351224 28.062066 32.676526 39.047751 48.010878 60.923502 82.784833
2025-11-09 22.697430 26.421894 31.146108 37.837471 47.582878 62.313014 89.170197
2025-11-16 21.297804 24.986620 29.738419 36.606374 46.894485 63.085282 94.613365
2025-11-23 20.761467 24.620305 29.698934 37.252753 49.041509 68.762478 111.478580
2025-11-30 20.048206 23.963622 29.199746 37.159407 49.985903 72.539219 126.196767
2025-12-07 19.306947 23.221276 28.522370 36.722744 50.288590 75.172460 139.649705
2025-12-14 18.242953 21.987693 27.080889 35.006992 48.239314 72.878952 138.781888
2025-12-21 17.822089 21.616912 26.845640 35.133065 49.365885 77.164690 159.856458
2025-12-28 17.567026 21.459583 26.902239 35.712080 51.354122 83.743960 194.928449
2026-01-04 16.834096 20.683608 26.131180 35.104639 51.495349 87.243739 228.688980
2026-01-11 16.381771 20.294075 25.926628 35.444253 53.582035 96.507034 317.031711
2026-01-18 16.125239 20.161569 26.087143 36.399738 57.078227 111.441790 545.764388
2026-01-25 15.701547 19.756983 25.791774 36.516182 58.836558 122.573900 965.773360
2026-02-01 15.057603 18.994478 24.884505 35.440084 57.747824 123.752604 1302.500141
2026-02-08 14.457036 18.272140 24.003695 34.342329 56.454432 123.768120 1756.484341
2026-02-15 14.246147 18.122528 24.028011 34.919088 59.201192 141.217754 NaN
2026-02-22 13.919616 17.782147 23.720744 34.835850 60.332374 153.270463 NaN
2026-03-01 13.557038 17.371749 23.275849 34.446230 60.617658 161.889532 NaN
2026-03-08 13.000389 16.646291 22.280126 32.911461 57.692250 152.177772 NaN
2026-03-15 12.780216 16.431360 22.123903 33.024446 59.184691 167.896869 NaN